| Metric | 11378309:btcusd:triple_med_gx:lsma65_55 | 11378309:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 6.95% | 184.67% |
| Max Drawdown | -18.42% | -67.18% |
| Sharpe | 0.11 | 0.42 |
| Sortino | 0.17 | 0.6 |
| Payoff Ratio | 1.4 | 1.19 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.59 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 91.71 | 2.91 |
| Outlier Loss Ratio | 4.41 | 2.74 |
| Volatility (ann.) | 5.96% | 26.32% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.11 | 0.52 |
| Skew | 2.96 | 0.18 |
| Kurtosis | 154.43 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.16% | 2.46% |
| Expected Yearly % | 1.69% | 29.89% |
| Kelly Criterion | -4.2% | 10.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.24% |
| Expected Shortfall (cVaR) | -0.51% | -2.24% |
| Year | 11378309:BTCUSD | 11378309:btcusd:triple_med_gx:lsma65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | 22.67 | -0.37 | + |
| 2023 | 155.54 | -9.48 | -0.06 | - |
| 2024 | 121.00 | -3.06 | -0.03 | - |
| 2025 | 30.14 | -0.65 | -0.02 | - |
| Metric | 11378309:btcusd:triple_med_gx:lsma65_55 | 11378309:BTCUSD |
|---|---|---|
| MTD | 0.47% | 13.36% |
| 3M | -2.07% | 45.08% |
| 6M | -1.96% | 28.47% |
| YTD | -0.65% | 30.14% |
| 1Y | -1.79% | 105.13% |
| 3Y (ann.) | 1.83% | 81.7% |
| 5Y (ann.) | 1.94% | 34.95% |
| Metric | 11378309:btcusd:triple_med_gx:lsma65_55 | 11378309:BTCUSD |
|---|---|---|
| Max Drawdown | -18.42% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -3.66% | -7.55% |
| Avg. Drawdown Days | 86.0 | 36.0 |
| Recovery Factor | 0.38 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-31 | 2025-07-14 | -18.42 | 469 |
| 2022-02-05 | 2022-09-09 | -11.91 | 215 |
| 2023-03-22 | 2024-03-06 | -11.86 | 349 |
| 2022-11-24 | 2023-03-22 | -2.45 | 118 |
| 2022-01-18 | 2022-02-04 | -1.79 | 16 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| 2022-11-01 | 2022-11-22 | -0.97 | 21 |
| 2022-10-09 | 2022-10-21 | -0.74 | 12 |
| 2022-10-23 | 2022-10-25 | -0.65 | 2 |
| 2022-10-04 | 2022-10-04 | -0.47 | 0 |
| Metric | 11378309:btcusd:triple_med_gx:lsma65_55 | 11378309:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.65% | -9.32% |
| Best Week | 11.46% | 35.75% |
| Worst Week | -5.32% | -29.64% |
| Best Month | 11.46% | 43.77% |
| Worst Month | -9.64% | -37.12% |
| Best Year | 22.67% | 155.54% |
| Worst Year | -9.48% | -61.27% |
| Avg. Up Day | 0.9% | 0.94% |
| Avg. Down Day | -0.65% | -0.79% |
| Avg. Up Week | 3.46% | 5.37% |
| Avg. Down Week | -1.22% | -3.59% |
| Avg. Up Month | 4.54% | 11.95% |
| Avg. Down Month | -2.62% | -11.89% |
| Win Days % | 39.28% | 51.26% |
| Win Month % | 34.88% | 60.47% |
| Win Week % | 31.25% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |